PREVIEW / futures_30min / 2014-03-19

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-03-19.parquet
  size:    78 KB
  rows:    2,889

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2014-03-19 00:00:00	ES	Futures	1933.51	1935.33	1933.25	1935.07	1783.0
2014-03-19 00:30:00	ES	Futures	1935.33	1936.89	1935.07	1936.37	2587.0
2014-03-19 01:00:00	ES	Futures	1936.37	1937.41	1935.07	1935.59	2129.0
2014-03-19 01:30:00	ES	Futures	1935.85	1935.85	1934.29	1934.55	1636.0
2014-03-19 02:00:00	ES	Futures	1934.29	1936.37	1934.03	1935.85	2189.0
2014-03-19 02:30:00	ES	Futures	1935.85	1936.63	1935.59	1936.37	1603.0
2014-03-19 03:00:00	ES	Futures	1936.37	1936.63	1935.59	1936.11	2716.0
2014-03-19 03:30:00	ES	Futures	1936.37	1937.93	1936.11	1937.93	3868.0
2014-03-19 04:00:00	ES	Futures	1937.67	1937.67	1935.33	1936.37	13564.0
2014-03-19 04:30:00	ES	Futures	1936.37	1937.41	1935.07	1936.89	9311.0
2014-03-19 05:00:00	ES	Futures	1936.63	1939.74	1936.37	1937.41	12615.0
2014-03-19 05:30:00	ES	Futures	1937.67	1937.67	1936.37	1937.15	6359.0
2014-03-19 06:00:00	ES	Futures	1937.15	1938.19	1936.37	1937.41	6660.0
2014-03-19 06:30:00	ES	Futures	1937.41	1938.19	1936.63	1937.15	11969.0
2014-03-19 07:00:00	ES	Futures	1937.15	1938.45	1936.63	1936.63	10712.0
2014-03-19 07:30:00	ES	Futures	1936.89	1938.96	1936.37	1938.71	13263.0
2014-03-19 08:00:00	ES	Futures	1938.45	1939.22	1937.93	1938.45	11568.0
2014-03-19 08:30:00	ES	Futures	1938.71	1939.48	1937.67	1938.19	10465.0
2014-03-19 09:00:00	ES	Futures	1938.19	1938.45	1936.63	1936.89	15354.0
2014-03-19 09:30:00	ES	Futures	1937.15	1938.96	1934.03	1938.19	119636.0
2014-03-19 10:00:00	ES	Futures	1938.45	1939.48	1936.89	1938.45	67041.0
2014-03-19 10:30:00	ES	Futures	1938.45	1938.45	1936.11	1937.15	55429.0
2014-03-19 11:00:00	ES	Futures	1937.15	1938.19	1936.37	1937.15	31087.0
2014-03-19 11:30:00	ES	Futures	1936.89	1937.15	1935.07	1935.85	32247.0
2014-03-19 12:00:00	ES	Futures	1936.11	1937.67	1935.59	1936.11	41316.0
2014-03-19 12:30:00	ES	Futures	1936.11	1937.67	1935.07	1937.67	42419.0
2014-03-19 13:00:00	ES	Futures	1937.41	1938.45	1936.63	1938.45	26290.0
2014-03-19 13:30:00	ES	Futures	1938.45	1938.96	1936.89	1938.45	25790.0
2014-03-19 14:00:00	ES	Futures	1938.45	1938.71	1926.76	1933.25	281597.0
2014-03-19 14:30:00	ES	Futures	1933.25	1935.33	1928.58	1931.95	134259.0
2014-03-19 15:00:00	ES	Futures	1932.21	1932.47	1913.26	1921.83	302986.0
2014-03-19 15:30:00	ES	Futures	1922.09	1928.58	1920.79	1925.98	189025.0
2014-03-19 16:00:00	ES	Futures	1925.72	1926.24	1923.38	1923.9	66463.0
2014-03-19 16:30:00	ES	Futures	1923.9	1924.68	1921.31	1921.31	9677.0
2014-03-19 17:00:00	ES	Futures	1921.57	1923.12	1921.31	1922.61	2531.0
2014-03-19 18:00:00	ES	Futures	1922.87	1924.42	1922.87	1923.9	4238.0
2014-03-19 18:30:00	ES	Futures	1923.9	1924.16	1922.87	1923.64	1212.0
2014-03-19 19:00:00	ES	Futures	1923.64	1924.68	1923.12	1924.16	1616.0
2014-03-19 19:30:00	ES	Futures	1924.42	1925.46	1924.16	1924.94	1227.0
2014-03-19 20:00:00	ES	Futures	1925.2	1925.2	1923.12	1923.38	2325.0
2014-03-19 20:30:00	ES	Futures	1923.12	1923.64	1920.79	1922.35	7498.0
2014-03-19 21:00:00	ES	Futures	1922.35	1922.35	1920.01	1921.83	2985.0
2014-03-19 21:30:00	ES	Futures	1921.83	1922.09	1918.19	1920.27	7738.0
2014-03-19 22:00:00	ES	Futures	1920.27	1921.05	1918.45	1920.79	3589.0
2014-03-19 22:30:00	ES	Futures	1920.79	1922.09	1918.97	1920.27	3444.0
2014-03-19 23:00:00	ES	Futures	1920.27	1920.27	1918.97	1919.49	1797.0
2014-03-19 23:30:00	ES	Futures	1919.75	1919.75	1917.15	1917.93	4813.0
2014-03-19 00:00:00	NQ	Futures	4302.52	4306.3	4301.64	4306.01	316.0
2014-03-19 00:30:00	NQ	Futures	4306.3	4309.51	4305.43	4308.63	576.0
2014-03-19 01:00:00	NQ	Futures	4308.63	4311.55	4306.3	4307.18	531.0

> showing 50 of 2,889 rows — these rows as CSV

> unlock the full archive -- $79 one-time